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Referierte Publikationen

Referierte Publikationen

Veröffentlichungen der Forscher und Forscherinnen der Bundesbank nach Jahren

8 Beiträge
    • Ahnert, T., K. Anand and P. Gai,
      Asset encumbrance, Bank Funding, and Financial Fragility, Review of Financial Studies, forthcoming.
    • Anand, K. and P. Gai,
      Pre-emptive sovereign debt restructuring and holdout litigation, Oxford Economic Papers, forthcoming.
    • Ariu, A., E. Biewen, S. Blank, G. Gaulier, J.M. González, P. Meinen, D. Mirza, C. Martin, and P. Tello,
      Firm Heterogeneity and Aggregate Business Services Exports: Micro Evidence from Belgium, France, Germany and Spain, The World Economy, forthcoming.
    • Baltzer, M., S. Jank and E. Smajlbegovic,
      Who trades on momentum?, Journal of Financial Markets, forthcoming.
    • Bettendorf, T. and M. León-Ledesma,
      German wage moderation and European imbalances: Feeding the global VAR with theory, Journal of Money, Credit and Banking, forthcoming.
    • Bettendorf, T.,
      Spillover effects of credit default risk in the euro area and the effects on the Euro: A GVAR approach, International Journal of Finance and Economics, forthcoming.
    • Bursian, D. and N. Stähler,
      Macroeconomic Effects of Increased Wage Flexibility in EMU, Journal of Economic Policy Reform, forthcoming.
    • Di Pace, F. and M.S. Hertweck,
      Labor Market Frictions, Monetary Policy and Durable Goods, Review of Economic Dynamics, forthcoming.
    • Dossche, M., V. Lewis and C. Poilly,
      Employment, Hours and The Welfare Effects of Intra-Firm Bargaining, Journal of Monetary Economics, forthcoming.
    • Hoffmann, M., M. Krause and T. Laubach,
      The expectations-driven US current account, Economic Journal, forthcoming.
    • Hoffmann, M., M. U. Krause and P. Tillmann,
      International Capital Flows, External Assets and Output Growth Volatility, Journal of International Economics, forthcoming.
    • Hristov, N., O. Huelsewig, T. Siemsen and T. Wollmershaeuser,
      Restoring Euro Area Monetary Transmission: Which Role for Government Bond Rates?, Empirical Economics, forthcoming.
    • Kaufmann, S., C. Schumacher,
      Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification, Journal of Econometrics, forthcoming.
    • Kerl C.,
      German Banks in Financial Centers: How Risky is Their Business?, The Journal of Financial Perspectives, forthcoming.
    • Khalil M.,
      Cross-Border Portfolio Diversification under Trade Linkages, Journal of Monetary Economics, forthcoming.
    • Kühl, M.,
      The financial accelerator and market-based debt instruments: A role for maturities?, The B.E. Journal of Macroeconomics, forthcoming.
    • Mankart, J., A. Michaelides and S. Pagratis,
      Bank Capital Buffers in a Dynamic Model, Financial Management, forthcoming.
    • Nöckel, M., M. Neuenkirch and J. Burgard,
      State-Dependent Transmission of Monetary Policy in the Euro Area, Journal of Money, Credit and Banking, forthcoming.
    • Schlepper, K., A. Schrimpf, R. Riordan and H. Hofer,
      The Market Microstructure of Central Bank Bond Purchases, Journal of Financial and Quantitative Analysis, forthcoming.
    • Adam, K. and H. Weber (2019), Optimal Trend Inflation, The American Economic Review, Vol. 109(2), pp. 702-737.
    • Lindner, P., A. Loeffler, E. Segalla, G. Valitova and U. Vogel (2019),
      International Monetary Policy Spillovers through the bank funding channel, Journal of International Money and Finance. Vol. 90, pp. 161-174.
    • Nagengast, A., S. Goldbach, G. Wamser and E. Steinmüller (2019),
      The effect of investing abroad on investment at home: On the role of technology, tax savings, and internal capital markets, Journal of International Economics, Vol. 116, pp. 58-73.
    • Schneider M. and F. Lillo (2019),
      Cross-Impact and No-Dynamic-Arbitrage, Quantitative Finance, Vol. 19(1), pp. 137-154.
    • Abbassi, P. and M. Schmidt,
      A comprehensive view on risk reporting: Evidence from supervisory data, Journal of Financial Intermediation, Vol. 36, pp. 74-85.
    • Anand, K, S. Friedrich et al.,
      The Missing Links: A global study on uncovering financial network structure from partial data, Journal of Financial Stability. Vol. 35, pp. 107-119.
    • Bursian, D. and S. Fürth,
      Trust Me! I am a European Central Banker, Journal of Money, Credit and Banking, Vol. 47(8), pp 1503-1530.
    • Eickmeier, S. and M. Kühnlenz,
      China's role in global inflation dynamics, Macroeconomic Dynamics, Vol. 22(2), pp. 225-254.
    • Enders, A., Z. Enders and M. Hoffmann,
      International Financial Market Integration, Asset Compositions, and the Failing Exchange Rate Pass-Through, Journal of International Economics, Vol. 110, pp. 151-175.
    • Foroni, C., F. Furlanetto and A. Lepetit,
      Labor Supply Factors and Economic Fluctua-tions, International Economic Review, Vol 59(3), pp. 1491-1510.
    • Frey, R., C. Kerl and A. Lipponer,
      Withdrawal from foreign lending in the financial crisis by parent banks and their branches and subsidiaries: Supply versus demand effects, Journal of Financial Services Research, Vol. 54(1), pp. 1-48.
    • Ghysels, E. , C. Horan and E. Mönch,
      Forecasting through the Rear-view Mirror: Data Revisions and Bond Return Predictability, Review of Financial Studies, Vol. 31(2), pp. 678-714.
    • Grundke, P. and K. Pliszka (2018), A macroeconomic reverse stress test, Review of Quantitative Finance and Accounting, Vol. 50(4), pp. 1093-1130.
    • Imbierowicz, B., J. Kragh and J. Rangvid,
      Time-varying capital requirements and disclosure rules: Effects on capitalization and lending decisions, Journal of Money, Credit and Banking, Vol. 50(4), 573-602.
    • Kajuth, F.,
      A benchmark for wage growth through the lens of the Beveridge curve, Applied Economics Letters. Vol. 25(7), pp. 487-492.
    • Köhler, M.,
      The payout behaviour of German savings banks, Credit and Capital Markets - Kredit und Kapital, Vol. 51(2), pp. 227-257.
    • Kühl M.,
      Excess comovements between the Euro/US dollar and Pound Sterling/US dollar exchange rates, Applied Economics, Vol. 50(34-35), pp. 3664-3685.
    • Kühl M.,
      The Effects of Government Bond Purchases on Leverage Constraints of Banks and Non-Financial Firms, International Journal of Central Banking, Vol. 14(4), pp. 93-161.
    • Lewis, V. and M. Roth,
      Interest Rate Rules under Financial Dominance, Journal of Economic Dynamics and Control, Vol. 95, pp. 70-88.
    • Löffler G. and P. Raupach,
      Pitfalls in the use of systemic risk measures, Journal of Financial and Quantitative Analysis, Vol. 53(3), pp. 269-298.
    • Meinen, P. and H. Raff,
      International Trade and Retail Market Performance and Structure: Theory and Empirical Evidence, Journal of International Economics, Vol. 115, pp. 99-114.
    • Meinen, P. and O. Röhe,
      To sign or not to sign? On the response of prices to financial and uncertainty shocks, Economics Letters, Vol. 171, pp. 189-192.
    • Memmel C., A. Seymen and M. Teichert,
      Banks' Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence, GERMAN Economic Review. Vol. 19(3), pp. 330-350.
    • Miller, P. and E. Töws,
      Loss given default adjusted workout processes for leases, Journal of Banking and Finance, Vol. 91, pp. 189-201.
    • Müller, P. and T. Schmidt,
      Identifying income and wealth-poor households in the euro area, Journal of Poverty, Vol. 22(2), pp. 126-155.
    • Schneider M., F. Lillo and L. Pelizzon,
      Modelling illiquidity spillovers with Hawkes processes: an application to the sovereign bond market, Quantitative Finance, Vol 18(2), pp. 283-293.
    • Silberberger, M. and F. Stender,
      False Friends? Empirical Evidence on Trade Policy Substitution in Regional Trade Agreements, The World Economy, Vol. 41(8), pp. 2175-2199.
    • Stender, F.,
      MERCOSUR in Gravity: An Accounting Approach to Analyzing its Trade Effects, International Economics and Economic Policy, Vol. 15(2), pp. 501-522.
    • von Beschwitz, B. and D. Foos,
      Banks' Equity Stakes and Lending: Evidence from a Tax Reform, Journal of Banking & Finance, Vol. 96, pp. 323-343.
    • Abbassi P., C. Brownlees, C. Hans and N. Podlich,
      Credit risk interconnectedness: what does the market really know?, Journal of Financial Stability, Vol. 29, pp. 1-12.
    • Abbassi, P., F. Fecht, and J.P. Tischer,
      Variations in market liquidity and the intraday interest rate, Journal of Money, Credit and Banking, Vol. 49(4), pp. 733-765.
    • Adam, K., J. Beutel and A. Marcet,
      Stock Price Booms and Expected Capital Gains, American Economic Review, Vol. 107(8), pp. 2352–2408.
    • Beckers, B., H. Herwartz and M. Seidel,
      Risk forecasting in (T)GARCH models with uncorrelated dependent innovations, Quantitative Finance, Vol. 17, pp. 121-137.
    • Beckmann J., and M. Kühl,
      The Role for Long- Run Target Values of the Exchange Rate in the Bank of Japan’s Policy Reaction Function, World Economy, Vol. 40(9), pp. 1836-1865.
    • Behr P., D. Foos and L. Norden,
      Cyclicality of SME lending and government involvement in banks, Journal of Banking and Finance, Vol. 77, pp. 64-77.
    • Berg T. and P. Koziol,
      An analysis of the consistency of banks’ internal ratings, Journal of Banking and Finance, Vol. 78, pp. 27-41.
    • Berner E., I. Birg and D. Boddin,
      Retailers and Consumers: The Pass-through of Import Price Changes, World Economy, Vol. 40(7), pp. 1314–1344.
    • Bettendorf, T.,
      Idiosyncratic and international transmission of shocks in the G7: does EMU matter?, Review of International Economics, Vol. 25(4), pp. 856-890.
    • Besedes T., S. Goldbach and V. Nitsch,
      You’re banned! The effect of sanctions on German cross-border financial flows, Economic Policy, Vol. 32(90), pp. 263-318.
    • Bettendorf T.,
      Investigating Global Imbalances: Empirical Evidence from a GVAR Approach, Economic Modelling, Vol. 64, pp. 201-210.
    • Bettendorf T. and D.Bursian,
      Chow-Lin X N: How adding a panel dimension can improve accuracy, Economics Letters, Vol. 157, pp. 5-9.
    • Bilias, Y., D. Georgarakos and M. Haliassos
      Has Greater Stock Market Participation Increased Wealth Inequality in the US?, Review of Income and Wealth, Vol. 63(1), pp. 169-188.
    • Blum, U., C. Fuhrmeister, P. Marek and M. Titze,
      R & D collaborations and the role of proximity, Regional Studies, Vol. 51(12), pp. 1761–1773.
    • Börsch-Supan, A., A. Ludwig and E. Vogel,
      Aging and Pension Reform: Extending the Retirement Age and Human Capital Formation, Journal of Pension Economics and Finance, Vol. 16(1), pp. 81-107.
    • Bursian, D.,
      Solving RE models with discontinuous policy rules – An application to minimum wage setting in Germany, Applied Economics Letters, Vol. 24(15), pp. 1121-1126.
    • Busch, R. and C. Memmel,
      Banks’ Net Interest Margin and the Level of Interest Rates, Credit and Capital Markets, Vol. 50(3), pp. 363-392.
    • Cardoso-Costa, J.-M. and V. Lewis,
      Fiscal Policy and Inflation in a Monetary Union, Economica, Vol. 84(336), pp. 779–796.
    • Döhrmann, D., M. Gürtler and M. Hibbeln,
      Insured Loss Inflation: How Natural Catastrophes Affect Reconstruction Costs, Journal of Risk and Insurance, Vol. 84(3), pp. 851-879.
    • Düll, R., F. König and J. Ohls,
      On the exposure of insurance companies to sovereign risk — Portfolio investments and market forces, Journal of Financial Stability, Vol. 31, pp. 93-106.
    • Hainz, C. and N. Hristov,
      Credit Crunch Indicator: Perceptions of the Willingness of Banks to Lend and Firms' Experience in the Credit Market, CESifo Forum, Vol. 18(2), pp. 66-69.
    • Hertrich, M. and H. Zimmermann,
      On the Credibility of the Euro/Swiss Franc Floor: A Financial Market Perspective, Journal of Money, Credit and Banking, Vol. 49(2-3), pp. 567-578.
    • Hoffmann, A., and A. Loeffler,
      Surplus liquidity, central bank losses and the use of reserve requirements in emerging markets, Review of International Economics, Vol. 25(5), pp. 990-998.
    • Hristov, N. and O. Huelsewig,
      Unexpected Loan Losses and Bank Capital in an Estimated DSGE Model of the Euro Area, Journal of Macroeconomics, Vol. 54(B), pp. 161-186.
    • Jochem, A. and S. Reitz,
      The role of global financial conditions for credit supply in EMU periphery countries, Applied Economics Letters, Vol. 24, pp. 727-731.
    • Kaufmann, S., C. Schumacher,
      Identifying relevant and irrelevant variables in sparse factor models, Journal of Applied Econometrics, Vol. 32(6), pp. 1123–1144.
    • Kick, T., I. Nehring and A. Schertler,
      Do all new brooms sweep clean? Evidence for outside bank appointments, Journal of Banking and Finance, Vol. 84, pp. 135-151.
    • Knetsch, T. and A. Nagengast,
      Penny Wise and pound Foolish? On the income of Germany’s Foreign investments, Review of World Economics, Vol. 153(4), pp. 753-778.
    • Knüppel, Malte and G. Schultefrankenfeld,
      Interest rate assumptions and predictive accuracy of central bank forecasts, Empirical Economics, Vol. 53(1), pp. 195-215.
    • König, P. and A. Meyer-Gohde,
      Decoupling Real and Nominal Rigidities: A Re-examination of the Canonical Model of Price Setting Under Menu Costs, Economic Letters, Vol. 156, pp. 129-132.
    • Kühl, M.,
      Bank capital, the state contingency of banks’ assets and its role for the transmission of shocks, Journal of Macroeconomics, Vol. 54(B), pp. 260-284.
    • Le Blanc, J., A. Porpiglia, F. Teppa, J. Zhu and M. Ziegelmeyer,
      Household saving behavior and credit constraints in the Euro area, International Journal of Central Banking, Vol. 12(2), pp. 15-70.
    • Le Blanc, J. and A. Scholl,
      Optimal savings for retirement: The role of individual accounts, Macroeconomic Dynamics, Vol. 21(6), pp. 1361–1388.
    • Lewis V. and R. Winkler,
      Government Spending, Entry and the Consumption Crowding-In Puzzle, International Economic Review, Vol. 58(3), pp. 943-972.
    • Mankart, J., and R. Oikonomou,
      Household search and the aggregate labour market, Review of Economic studies, Vol. 84(4), pp. 1735-1788.
    • Meinen P. and O. Röhe,
      On Measuring Aggregate Uncertainty and its Impact on Investment: Cross-country Evidence from the Euro Area, European Economic Review, Vol. 92, pp. 161-179.
    • Meller B. and N. Metiu,
      The synchronization of credit cycles, Journal of Banking and Finance, Vol. 82, pp. 98-111.
    • Menkhoff, L. and S. Sakha,
      Estimating Risky Behavior with Multiple-Item Risk Measures: Experimental Evidence, Journal of Economic Psychology, Vol. 59, pp. 56-86.
    • Ohls J., M. Pramor and L. Tonzer,
      International Banking and Cross-Border Effects of Regulation: Lessons from Germany, International Journal of Central Banking, Vol. 13(S1), pp. 129-162.
    • Richter M.,
      Asymmetric effects on financial cycles in a monetary union with diverging country preferences for variable- and fixed-rate mortgages, Review of Economics and Finance, Vol. 7(1), 19-36.
    • Schmidt, T. and P. Tzamourani,
      Zur finanziellen Bildung der privaten Haushalte in Deutschland: Ausgewählte Ergebnisse aus der Studie „Private Haushalte und ihre Finanzen (PHF)“, DIW Quarterly Journal of Economic Research. Vol. 86(4), pp. 31-49.
    • Sieber S. and T. Schmidt,
      The influence of an up-front experiment on respondents' recording behaviour in payment diaries: Evidence from Germany, Journal of Official Statistics, Vol. 33(29), pp. 427-454.
    • Sigmund M. and I. Stein,
      What predicts financial (in)stability? A Bayesian approach, Credit and Capital Markets. Vol 50(3), pp. 299-336.
    • Unger R.,
      Asymmetric credit growth and current account imbalances in the euro area, Journal of International Money and Finance, Vol. 73(Part. B), pp. 435-451.
    • Abbassi, P., R. Iyer, J. Peydró and F. Tous,
      Securities trading by banks and credit supply: Microevidence, Journal of Financial Economics, Vol. 121(3), pp. 569-594.
    • Abbate, A., S. Eickmeier, W. Lemke and M. Marcellino,
      The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR, Journal of Money, Credit and Banking, Vol. 48, pp. 573-601.
    • Abrahams, M., T. Adrian, R.K. Crump and E. Mönch,
      Decomposing Real and Nominal Yield Curves, Journal of Monetary Economics, Vol. 84, pp. 182-200.
    • Adam, K. and P. Tzamourani,
      Distributional consequences of asset price inflation in the euro area, European Economic Review, Vol. 89, pp. 172-192.
    • Ampudia, M., A. Pavlickova, J. Slacalek and E. Vogel,
      Household Heterogeneity in the Euro Area Since the Onset of the Great Recession, Journal of Policy Modeling, Vol. 38, pp. 181-197.
    • Andrade, P., R.K. Crump, S. Eusepi and E. Mönch,
      Fundamental Disagreement, Journal of Monetary Economics, Vol. 83, pp. 106-128.
    • Arnold, E.A., I. Größl, and P. Koziol,
      Market Discipline Across Bank Governance Models - Empirical Evidence from German Depositors, Quarterly Review of Economics and Finance, Vol. 61, issue C, pp. 126-138.
    • Arrondel, L., L. Bartiloro, P. Fessler, P. Lindner, T. Mathä, C. Rampazzi , F. Savignac, T. Schmidt, M. Schürz and P. Vermeulen,
      How do households allocate their assets? Stylized facts from the Eurosystem Household Finance and Consumption survey, International Journal of Central Banking, June, pp. 129-220.
    • Bagnall, J., D. Bounie, K. Huynh, A. Kosse, T. Schmidt, S. Schuh and H. Stix,
      Consumer cash usage: A cross-country comparison with payment diary survey data, International Journal of Central Banking, December/2016, pp. 1-62.
    • Berger, A., C. Bouwman, T. Kick and K. Schaeck,
      Bank liquidity creation and risk taking during distress, Journal of Financial Intermediation, Vol. 26, pp. 115-141.
    • Borstel, J. von, S. Eickmeier and L. Krippner,
      The interest rate pass-through in the euro area during the sovereign debt crisis, Journal of International Money and Finance, Vol. 68, pp. 386-402.
    • Bover, O., J. Casado, S. Costa, P. Du Caju, Y. McCarthy, E. Sierminska, P. Tzamourani, E. Villanueva and T. Zavadil,
      The distribution of debt across euro area countries: The role of individual characteristics, institutions and credit conditions, International Journal of Central Banking, Vol. 12(2), pp. 71-128.
    • Buch, C., M. Koetter and J. Ohls,
      Banks and sovereign risk: A granular view, Journal of Financial Stability, Vol. 25, pp. 1-15.
    • Busch, R. and C. Memmel,
      Quantifying the Components of the Banks' Net Interest Margin, Financial Markets and Portfolio Management, Vol. 30(4), pp. 371-396.
    • Cloyne, J. and P. Hürtgen,
      The macroeconomic effects of monetary policy: A new measure for the United Kingdom, American Economic Journal:Macroeconomics, Vol. 8(4), pp. 75-102.
    • Daude C., A. Nagengast and E. Levy Yeyati,
      On the effectiveness of exchange rate interventions in emerging markets, Journal of International Money and Finance, Vol. 64, pp. 239-261.
    • Droll T., N. Podlich and M. Wedow,
      Out of sight, out of mind? On the risk of sub-custodian structures, Journal of Banking and Finance, Vol. 68, pp. 47-56.
    • Eickmeier S., Marcellino M. and E. Prieto Fernandez,
      Time variation in macro-financial linkages, Journal of Applied Econometrics, Vol 31(7), pp. 1215-1233.
    • Fink K., U. Krüger, B. Meller and L. Wong,
      The credit quality channel: Modeling contagion in the interbank market, Journal of Financial Stability, Vol. 25, pp. 83-97.
    • Fischer C.,
      Determining global currency bloc equilibria: An empirical strategy based on estimates of anchor currency choice, Journal of International Money and Finance, Vol. 64, pp. 214-238.
    • Fratzscher, M., P. König and C. Lambert,
      Credit Provision and Banking Stability after the GFC, Journal of International Money and Finance, Vol. 66, pp. 113-135.
    • Frey C. and F. Mokinski,
      Forecasting with bayesian vector autoregressions estimated using professional forecasts, Journal of Applied Econometrics, Vol. 31(6), pp. 1083-1099.
    • Gadatsch N., K. Hauzenberger and N. Stähler,
      Fiscal policy during the crisis: A look on Germany and the Euro area with GEAR, Economic Modelling, Vol. 52, pp. 997-1016.
    • Gerke, R. and F. Hammermann,
      Robust Monetary Policy in a New Keynesian Model with Imperfect Interest Rate Pass-Through, Macroeconomic Dynamics, Vol. 20(6), pp. 1504-1526.
    • Giesen S. and R. Scheufele,
      Effects of Incorrect Specification on the Finite Sample Properties of Full and Limited Information Esti-mators in DSGE Models, Journal of Macroeconomics, Vol. 48, pp. 1-18.
    • Götz T., A. Hecq and S. Smeekes,
      Testing for Granger causality in large mixed-frequency VARs, Journal of Econometrics, Vol. 193, pp. 418-432.
    • Hoffmann, M. and P. Hürtgen,
      Inflation Expectations, Disagreement and Monetary Policy, Economic Letters, Vol. 146, pp. 59-63.
    • Hollmayr, J. und M. Kühl,
      Imperfect Information about Financial Frictions and Consequences for the Business Cycle, Review of Economic Dynamics, Vol. 22, pp. 179-207.
    • Hossfeld, O. and A. Röthig,
      Do speculative traders anticipate or follow USD/EUR exchange rate movements? New evidence on the efficiency of the EUR currency futures market, Finance Research Letters, Vol. 18, pp. 218-228.
    • Kick T., M. Koetter and T. Poghosyan,
      Bank Recapitalization, Regulatory Intervention, and Repayment, Journal for Money, Credit and Banking, Vol. 48(7), pp. 1467-1494.
    • Kliem M., A. Kriwoluzky and S. Sarferaz,
      Monetary-fiscal policy interaction and fiscal inflation: A tale of three countries, European Economic Review, Vol. 88, pp. 158-184.
    • Kliem, M., A. Kriwoluzky and S. Sarferaz,
      On the low-frequency relationship between public deficits and inflation, Journal of Applied Econometrics, Vol. 31(3), pp. 566-583.
    • Kliem, M. and H. Uhlig,
      Bayesian Estimation of a DSGE Model with Asset Prices, Quantitative Economics, Vol. 7(1), pp. 257-287.
    • König, P. and D. Pothier,
      Too Much of a Good Thing? Short-term Debt as a Sorting Device, Journal of Financial Intermediation, Vol. 26, pp. 100-114.
    • Kohlbrecher B., C. Merkl and D. Nordmeier,
      Revisiting the Matching Function, Journal of Economic Dynamics and Control, Vol. 69, pp. 350-374.
    • Krause M. and S. Moyen,
      Public debt and changing inflation targets, American Economic Journal: Macroeconomics, Vol. 8(4), pp. 142-176.
    • Kremer J. and N. Stähler,
      Structural and cyclical effects of tax progression, Finanz Archiv, Vol. 72, pp. 41-73.
    • Liu W. and E. Mönch,
      What predicts US recessions? International Journal of Forecasting, Vol. 32(4), pp. 1138-1150.
    • Mankart J. and R. Oikonomou,
      The rise of the added worker effect, Economics Letters, Vol. 143, pp. 48-51.
    • Meinen P.,
      Markup responses to Chinese imports, Economics Letters, Vol. 141, pp. 122-124.
    • Metiu N.,
      How does the stock market respond to changes in bank lending standards? Economics Letters, Vol. 144, pp. 92-97.
    • Mokinski F.,
      Using time-stamped survey responses to measure expectations at a daily frequency, International Journal of Forecasting, Vol. 32, pp. 271-282.
    • Nagengast A. and R. Stehrer,
      The great collapse in value added trade, Review of International Economics, Vol. 24, pp. 392-421.
    • Nagengast A. and R. Stehrer,
      Accounting for the differences between gross and value added trade balances, World Economy, Vol. 39(9), pp. 1276-1306.
    • Nordmeier D., H.Schmerer and E. Weber,
      Trade and labor market dynamics: What do we learn from the data? Economics Letters, Vol. 145, pp. 206-209.
    • Prieto, E., S. Eickmeier and M. Marcellino,
      Time variation in macro-financial linkages, Journal of Applied Econometrics, Vol. 31(7), pp 1215-1233.
    • Vilsmeier J.,
      Updating the option implied probability of default methodology, Journal of Computational Finance, Vol. 19.
    • Vogel E.,
      Forward looking behavior in ECB liquidity auctions: evidence from the pre-crisis period, Journal of Inter-national Money and Finance, Vol. 61, pp. 120-142.
    • Zhu, J. and K. Adam,
      Price Level Changes and the Redistribution of Nominal Wealth Across the Euro Area, Journal of the European Economic Association, Vol. 14(4), pp. 871-906.
    • Adrian, T., R. K. Crump and E. Moench,
      Regression-Based Estimation of Dynamic Asset Pricing Models, Federal Reserve Bank of New York Staff Reports No. 493, June 2014, Journal of Financial Economics, Vol. 118, (2), pp. 211-244.
    • Alter, A., B. Craig and P. Raupach,
      Centrality-based capital allocations, International Journal of Central Banking, Vol. 11(3), 329-377.
    • Baltzer, M., O. Stolper and A. Walter,
      Home-field advantage or a matter of ambiguity aversion? Local bias among German individual investors, European Journal of Finance, Vol. 21 (9), pp. 734-754.
    • Bleich, D. and A. Dombret,
      Financial System Leverage and the Shortage of Safe Assets: Exploring the Policy Options, German Economic Review, Vol. 16(2), pp. 161-180.
    • Böninghausen, B. and M. Köhler,
      Diversification and determinants of international credit portfolios: evidence from German banks, International Review of Economics and Finance, Vol. 39, 57-75.
    • Bornemann, S., T. Kick, A. Pfingsten and A. Schertler,
      Earnings baths by CEOs during turnovers: Empirical evidence from German savings banks, Journal of Banking and Finance, Vol. 53, pp. 188-201.
    • Borsi, M. T. and N. Metiu,
      The evolution of economic convergence in the European Union, Empirical Economics, Vol. 48(2), pp. 657-681.
    • Brei M., Buzaushina A.,
      International financial shocks in emerging markets, Journal of International Money and Finance, Vol. 58, pp. 51-74
    • Breitung, J. and S. Eickmeier,
      Analyzing international business and financial cycles using multi-level factor models: A comparison of alternative approaches, Advances in Econometrics, Vol. 35.
    • Breitung, J. and S. Eickmeier,
      Analyzing business cycle asymmetries in a multi-level factor model, Economics Letters, Vol. 127, pp. 31-34.
    • Bursian, D. and S. Fürth,
      Trust Me! I am a European Central Banker, Journal of Money, Credit and Banking, Vol. 47(8), pp 1503-1530.
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